Silicon photonics will provide low-cost, high-bandwidth and compact optical components for a wide range of applications in optical communications and interconnects. One of the cited key advantages is the capability of wavelength-division multiplexing (WDM). However, the nature of high-index contrast of silicon photonic devices leads to significant challenges when implementing on-chip WDM filters, which is one of the key components in WDM circuits. In this paper, we review several demonstrated silicon photonic WDM circuits based on monolithically integrated silicon nitride arrayed-waveguide gratings (AWGs) and thermally tunable silicon microring filters. The use of silicon nitride waveguides with lower index contrast than silicon waveguides enables the realization of high-performance AWGs. Meanwhile, they can evanescently couple to silicon waveguides with high efficiency. The thermally tunable silicon microrings can be used as modulators and wavelength (de)multiplexing filters to implement versatile WDM circuits. Reconfigurability of channel spacing and central wavelengths is achieved by individual tuning of the rings. In this paper, we review silicon photonic circuits for multiple-channel modulators, polarization-insensitive WDM receiver, and variable optical attenuators with multiplexer.